Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497)
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scientific article; zbMATH DE number 7482157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness |
scientific article; zbMATH DE number 7482157 |
Statements
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (English)
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1 March 2022
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dependence uncertainty
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marginal uncertainty
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Fréchet classes
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improved Fréchet-Hoeffding bounds
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optimal transport duality
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relaxed duality
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sharpness of bounds
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